Home >> (Table of Contents) Studies and Indicators >> Technical Studies Reference >> Moving Average - Sine-Wave Weighted
Technical Studies Reference
- Technical Studies Reference
- Common Study Inputs (Opens a new page)
- Using Studies (Opens a new page)
Moving Average - Sine-Wave Weighted
This study calculates a sine-wave weighted moving average of the data specified by the Input Input Data.
Let \(X\) be a random variable denoting the Input Data, and let \(X_i\) be the value of the Input Data at chart bar \(i\). Then we denote the Moving Average - Sine-Wave Weighted at chart bar \(t\) for the given inputs as \(SWWMA_t(X)\), and we compute it as follows.
\(\displaystyle{SWWMA_t(X) = \left. \left(\sum_{i=1}^5\sin\left(\frac{i\pi}{6}\right)X_{t-i+1}\right) \middle/ \left(\sum_{i=1}^5\sin\left(\frac{i\pi}{6}\right)\right) \right.}\)For an explanation of the Sigma (\(\Sigma\)) notation for summation, refer to our description here.
Inputs
Spreadsheet
The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.
Open it through File >> Open Spreadsheet.
*Last modified Tuesday, 27th September, 2022.